I doubt you can exit a program with ctrl-C either...
It's debatable whether using exit(int i) is bad practice. Sometimes you need to get out of a program fast, and letting it come to an end isn't really an option.
Be sure to delete any allocated memory along with the exit() function though, or stuff will most probably crash, or discard a memory, which might not seem so bad, but if you start and exit the program 100 times, your system resources will start to deplete, especially if your program loads big fat files.